Related papers: A central limit theorem for random tangent fields …
We study the set of tangent limits at a given point to a set definable in any o-minimal structure by characterizing the set of exceptional rays in the tangent cone to the set at that point and investigating the set of tangent limits along…
We consider the hard-edge scaling of the Mittag-Leffler ensemble confined to a fixed disk inside the droplet. Our primary emphasis is on fluctuations of rotationally-invariant additive statistics that depend on the radius and thus give rise…
We investigate a tangent space at a point of a general metric space and metric space valued derivatives. The conditions under which two different subspace of a metric space have isometric tangent spaces in a common point of these subspaces…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
In the past decades, the central limit theorem (CLT) has been generalized to non-Euclidean data spaces. Some years ago, it was found that for some random variables on the circle, the sample Fr\'echet mean fluctuates around the population…
We study the equilibrium fluctuations for a gradient exclusion process with conductances in random environments, which can be viewed as a central limit theorem for the empirical distribution of particles when the system starts from an…
We obtain an elementary invariance principle for multi-dimensional Brownian sheet where the underlying random fields are not necessarily independent or stationary. Possible applications include unit-root tests for spatial as well as panel…
We adapt arguments concerning entropy-theoretic convergence from the independent case to the case of FKG random variables. FKG systems are chosen since their dependence structure is controlled through covariance alone, though in the sequel…
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
This paper does three things: It proves a central limit theorem for novel permutation statistics (for example, the number of descents plus the number of descents in the inverse). It provides a clear illustration of a new approach to proving…
We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.
We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…
For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…
We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…
In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…
For a smooth stationary Gaussian field on $\mathbb{R}^d$ and level $\ell \in \mathbb{R}$, we consider the number of connected components of the excursion set $\{f \ge \ell\}$ (or level set $\{f = \ell\}$) contained in large domains. The…
In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…